+51.0%
CIFR vs EXPD
+61.6%
-10.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.6% |
| 7D | +16.9% | -1.1% | +18.1% | +17.8% |
| 30D | -5.2% | +4.1% | -9.3% | -7.5% |
| 3M | -30.6% | +17.9% | -48.5% | -39.0% |
| 6M | +10.6% | +29.2% | -18.6% | -9.6% |
| YTD | +20.2% | +27.4% | -7.2% | -4.1% |
| 1Y | +139.7% | +56.8% | +82.9% | +59.0% |
| 3Y | +489.4% | +68.0% | +421.3% | +260.4% |
| All | +51.0% | +61.6% | -10.6% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling